I read "Darkness Visible" by William Styron when I was going through a bad depression years ago. It's just his own account of a severe depression he went through.

On the back of the book it says something about offering the solace of shared experience and that's what it did for me.

It's a very short, easy read so I also think it would be beneficial for loved ones of people with depression. It gives a lot of insight into how it feels to be depressed. Styron expresses his feelings so eloquently and in a way that anyone can understand.